PSG suffered defeat in the French top flight for the first time this season and also their first since March 2022.
Second placed Lens cut PSG's lead at the top of the table to four points with the win.
The champions were without the attacking duo of Messi and Neymar for the journey to the Stade Bollaert-Delelis.
Messi is yet to return from a period of rest after helping Argentina win the FIFA World Cup in Qatar while Neymar is suspended after picking up a red card against Strasbourg last week.
The pair have contributed 38 goal involvements in Ligue 1 this season but Marquinhos does not want to pin the defeat on their absence.
"They are great players who make the difference," Marquinhos told Amazon Prime Video. "But we have already won without them.
"We have to find the cohesion of our team again. I think Lens were more efficient, especially in the first half. They won the duels which made the difference.
"We had opportunities to come back, to score, but we weren't able to be as efficient as they were."
PSG manager Christophe Galtier concurred with his skipper's assertion.
"Lens deserve this victory," Galtier said. "I had a hard time recognising my team. We lacked cohesion, we collapsed as the match progressed.
"We gave a lot of space away, we made a lot of technical errors. There was a lot of surprising wastefulness from my boys. They don't give me that habit usually."
